Univest Pennsylvania Stock Market Value
| UVSP Stock | USD 22.16 0.22 0.98% |
| Symbol | Univest |
Univest Pennsylvania Price To Book Ratio
Is Univest Pennsylvania's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Univest Pennsylvania. If investors know Univest will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Univest Pennsylvania listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.03) | Dividend Share 0.84 | Earnings Share 2.37 | Revenue Per Share 9.711 | Return On Assets 0.0093 |
The market value of Univest Pennsylvania is measured differently than its book value, which is the value of Univest that is recorded on the company's balance sheet. Investors also form their own opinion of Univest Pennsylvania's value that differs from its market value or its book value, called intrinsic value, which is Univest Pennsylvania's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Univest Pennsylvania's market value can be influenced by many factors that don't directly affect Univest Pennsylvania's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Univest Pennsylvania's value and its price as these two are different measures arrived at by different means. Investors typically determine if Univest Pennsylvania is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Univest Pennsylvania's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Univest Pennsylvania 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Univest Pennsylvania's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Univest Pennsylvania.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Univest Pennsylvania on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Univest Pennsylvania or generate 0.0% return on investment in Univest Pennsylvania over 30 days. Univest Pennsylvania is related to or competes with Northfield Bancorp, FNB, Mifflinburg Bancorp, Commercial National, Apollo Bancorp, and Kasikornbank Public. Univest Financial Corporation operates as the bank holding company for Univest Bank and Trust Co More
Univest Pennsylvania Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Univest Pennsylvania's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Univest Pennsylvania upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.027 | |||
| Maximum Drawdown | 10.2 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 4.56 |
Univest Pennsylvania Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Univest Pennsylvania's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Univest Pennsylvania's standard deviation. In reality, there are many statistical measures that can use Univest Pennsylvania historical prices to predict the future Univest Pennsylvania's volatility.| Risk Adjusted Performance | 0.0458 | |||
| Jensen Alpha | 0.0077 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0287 | |||
| Treynor Ratio | 0.0696 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Univest Pennsylvania's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Univest Pennsylvania Backtested Returns
Univest Pennsylvania appears to be very steady, given 3 months investment horizon. Univest Pennsylvania owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Univest Pennsylvania, which you can use to evaluate the volatility of the company. Please review Univest Pennsylvania's Risk Adjusted Performance of 0.0458, semi deviation of 1.91, and Coefficient Of Variation of 1616.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Univest Pennsylvania holds a performance score of 8. The entity has a beta of 1.78, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Univest Pennsylvania will likely underperform. Please check Univest Pennsylvania's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Univest Pennsylvania's existing price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Univest Pennsylvania has weak reverse predictability. Overlapping area represents the amount of predictability between Univest Pennsylvania time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Univest Pennsylvania price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Univest Pennsylvania price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
Univest Pennsylvania lagged returns against current returns
Autocorrelation, which is Univest Pennsylvania stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Univest Pennsylvania's stock expected returns. We can calculate the autocorrelation of Univest Pennsylvania returns to help us make a trade decision. For example, suppose you find that Univest Pennsylvania has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Univest Pennsylvania regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Univest Pennsylvania stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Univest Pennsylvania stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Univest Pennsylvania stock over time.
Current vs Lagged Prices |
| Timeline |
Univest Pennsylvania Lagged Returns
When evaluating Univest Pennsylvania's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Univest Pennsylvania stock have on its future price. Univest Pennsylvania autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Univest Pennsylvania autocorrelation shows the relationship between Univest Pennsylvania stock current value and its past values and can show if there is a momentum factor associated with investing in Univest Pennsylvania.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Univest Pennsylvania is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Univest Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Univest Pennsylvania Stock. Highlighted below are key reports to facilitate an investment decision about Univest Pennsylvania Stock:Check out Univest Pennsylvania Correlation, Univest Pennsylvania Volatility and Univest Pennsylvania Alpha and Beta module to complement your research on Univest Pennsylvania. To learn how to invest in Univest Stock, please use our How to Invest in Univest Pennsylvania guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Univest Stock analysis
When running Univest Pennsylvania's price analysis, check to measure Univest Pennsylvania's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Univest Pennsylvania is operating at the current time. Most of Univest Pennsylvania's value examination focuses on studying past and present price action to predict the probability of Univest Pennsylvania's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Univest Pennsylvania's price. Additionally, you may evaluate how the addition of Univest Pennsylvania to your portfolios can decrease your overall portfolio volatility.
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Univest Pennsylvania technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.